An exotic case, but it also affects Linux:

python3.7 -m venv 'at$test'
Error: Command '['/home/maier/at$test/bin/python3.7', '-Im', 'ensurepip', '--upgrade', '--default-pip']' returned non-zero exit status 2.
[maier@nb19 ~]$ mkdir 'at$test'
mkdir: cannot create directory ‘at$test’: File exists
[maier@nb19 ~]$ cd 'at$test'
[maier@nb19 at$test]$ bin/python -m ensurepip
Collecting setuptools
Collecting pip
Installing collected packages: setuptools, pip
Exception:
Traceback (most recent call last):
  File "/usr/lib64/python3.7/distutils/util.py", line 187, in subst_vars
    return re.sub(r'\$([a-zA-Z_][a-zA-Z_0-9]*)', _subst, s)
  File "/usr/lib64/python3.7/re.py", line 198, in sub
    return _compile(pattern, flags).sub(repl, string, count)
  File "/usr/lib64/python3.7/distutils/util.py", line 184, in _subst
    return os.environ[var_name]
  File "/usr/lib64/python3.7/os.py", line 678, in __getitem__
    raise KeyError(key) from None
KeyError: 'test'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/tmp/tmpppaapmyk/pip-9.0.1-py2.py3-none-any.whl/pip/basecommand.py", line 215, in main
    status = self.run(options, args)
  File "/tmp/tmpppaapmyk/pip-9.0.1-py2.py3-none-any.whl/pip/commands/install.py", line 342, in run
    prefix=options.prefix_path,
  File "/tmp/tmpppaapmyk/pip-9.0.1-py2.py3-none-any.whl/pip/req/req_set.py", line 784, in install
    **kwargs
  File "/tmp/tmpppaapmyk/pip-9.0.1-py2.py3-none-any.whl/pip/req/req_install.py", line 851, in install
    self.move_wheel_files(self.source_dir, root=root, prefix=prefix)
  File "/tmp/tmpppaapmyk/pip-9.0.1-py2.py3-none-any.whl/pip/req/req_install.py", line 1064, in move_wheel_files
    isolated=self.isolated,
  File "/tmp/tmpppaapmyk/pip-9.0.1-py2.py3-none-any.whl/pip/wheel.py", line 247, in move_wheel_files
    prefix=prefix,
  File "/tmp/tmpppaapmyk/pip-9.0.1-py2.py3-none-any.whl/pip/locations.py", line 153, in distutils_scheme
    i.finalize_options()
  File "/usr/lib64/python3.7/distutils/command/install.py", line 307, in finalize_options
    self.expand_basedirs()
  File "/usr/lib64/python3.7/distutils/command/install.py", line 486, in expand_basedirs
    self._expand_attrs(['install_base', 'install_platbase', 'root'])
  File "/usr/lib64/python3.7/distutils/command/install.py", line 480, in _expand_attrs
    val = subst_vars(val, self.config_vars)
  File "/usr/lib64/python3.7/distutils/util.py", line 189, in subst_vars
    raise ValueError("invalid variable '$%s'" % var)
ValueError: invalid variable '$'test''

So the venv actually gets created, but it's ensurepip which chokes on the $.